Conformal prediction interval estimation and applications to day-ahead and intraday power markets

2019/05/31 by Christopher Kath, Florian Ziel · 7 citations
Decision Sciences · Engineering · #Electric Power System Optimization #Energy Load and Power Forecasting #Stock Market Forecasting Methods

paper · doi:10.1016/j.ijforecast.2020.09.006

openalex created_date 2019/05/29 · openalex publication_date 2020/11/04 · openalex updated_date 2026/08/01

Citations

• A tutorial on support vector regression
• A new family of power transformations to improve normality or symmetry
• mice: Multivariate Imputation by Chained Equations inR
• Proceedings of the Fourteenth Conference on Uncertainty in Artificial Intelligence (1998)
• Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond

Cited by

• Day-Ahead Electricity Price Forecasting Using Merit-Order Curves Time Series
• Variance Stabilizing Transformations for Electricity Price Forecasting in Periods of Increased Volatility
• The Evolution of Probabilistic Price Forecasting Techniques: A Review of the Day-Ahead, Intra-Day, and Balancing Markets
• A probabilistic forecast methodology for volatile electricity prices in the Australian National Electricity Market
• Extreme Value Theory-based Distributed Interference Prediction for 6G Industrial Sub-networks
• Meteorologically-Informed Adaptive Conformal Prediction for Tropical Cyclone Intensity Forecasting
• Residual Reweighted Conformal Prediction for Graph Neural Networks